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On some multivariate gamma-distributions connected with spanning trees
- Source :
- Annals of the Institute of Statistical Mathematics. 46:361-371
- Publication Year :
- 1994
- Publisher :
- Springer Science and Business Media LLC, 1994.
-
Abstract
- Any correlation matrixR can be mapped to a graph with edges corresponding to the non-vanishing correlations. In particularR is said to be of a “tree type” if the corresponding graph is a spanning tree. The tridiagonal correlation matrices belong to this class. If the accompanying correlation matrixR or its inverse is of a tree type, then some representations of the multivariate gamma distribution are obtained with a much simpler structure than the integral or series representations for the general case.
Details
- ISSN :
- 15729052 and 00203157
- Volume :
- 46
- Database :
- OpenAIRE
- Journal :
- Annals of the Institute of Statistical Mathematics
- Accession number :
- edsair.doi...........c568f2a11abd36ebc2020043534fbc3c
- Full Text :
- https://doi.org/10.1007/bf01720592